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ORCIDFabio Bellini
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2020 – today
- 2022
[j12]Fabio Bellini
, Edit Rroji, Carlo Sala:
Implicit quantiles and expectiles. Ann. Oper. Res. 313(2): 733-753 (2022)- [j11]Fabio Bellini, Ilaria Peri:
Short Communication: An Axiomatization of $\Lambda$-Quantiles. SIAM J. Financial Math. 13(1): 26- (2022) - 2021
- [j10]Fabio Bellini, Roger J. A. Laeven, Emanuela Rosazza Gianin:
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures. Eur. J. Oper. Res. 291(2): 438-446 (2021) - [j9]Fabio Bellini, Francesco Cesarone, Christian Colombo, Fabio Tardella:
Risk parity with expectiles. Eur. J. Oper. Res. 291(3): 1149-1163 (2021) - [j8]Fabio Bellini, Pablo Koch-Medina, Cosimo Munari, Gregor Svindland:
Law-Invariant Functionals on General Spaces of Random Variables. SIAM J. Financial Math. 12(1): 318-341 (2021)
2010 – 2019
- 2019
- [j7]Fabio Bellini, Ilia Negri, Mariya Pyatkova:
Backtesting VaR and expectiles with realized scores. Stat. Methods Appl. 28(1): 119-142 (2019) - 2016
- [j6]Fabio Bellini, Oya Ekin Karasan, Mustafa Ç. Pinar:
Joint mixability of some integer matrices. Discret. Optim. 20: 90-104 (2016) - [j5]Freddy Delbaen, Fabio Bellini, Valeria Bignozzi, Johanna F. Ziegel:
Risk measures with the CxLS property. Finance Stochastics 20(2): 433-453 (2016) - 2015
- [c1]Fabio Bellini, Roberto Chiodi, Isabella Mastroeni:
MIME: A Formal Approach to (Android) Emulation Malware Analysis. FPS 2015: 259-267 - 2014
- [j4]Fabio Bellini, Lorenzo Mercuri:
Option pricing in a conditional Bilateral Gamma model. Central Eur. J. Oper. Res. 22(2): 373-390 (2014) - [j3]Fabio Bellini, Franco Pellerey, Carlo Sgarra, Salimeh Yasaei Sekeh:
Comparison Results for GARCH Processes. J. Appl. Probab. 51(3): 685-698 (2014)
2000 – 2009
- 2009
- [j2]Fabio Bellini, Leonardo Bottolo:
Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation. Commun. Stat. Simul. Comput. 38(1): 31-45 (2009) - 2005
- [j1]Fabio Bellini, Gianna Figà-Talamanca:
Runs tests for assessing volatility forecastability in financial time series. Eur. J. Oper. Res. 163(1): 102-114 (2005)
Coauthor Index
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